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Economía Laboral y Econometría (ELYE)
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Issue Date
Title
Author(s)
Mar-2016
Identification of asymmetric conditional heteroscedasticity in the presence of outliers
Carnero, M. Angeles
;
Pérez, Ana
;
Ruiz, Esther
May-2014
Estimating VAR-MGARCH models in multiple steps
Carnero, M. Angeles
;
Eratalay, M. Hakan
Jan-2012
Estimating GARCH volatility in the presence of outliers
Carnero, M. Angeles
;
Peña, Daniel
;
Ruiz, Esther
4-Nov-2014
Explaining transactions in time banks in economic crisis
Carnero, M. Angeles
;
Martinez, Blanca
;
Sánchez-Mangas, Rocío
Jun-2015
Rental housing discrimination and the persistence of ethnic enclaves
Bosch, Mariano
;
Carnero, M. Angeles
;
Farré, Lídia
8-Jan-2018
Leverage effect in energy futures revisited
Carnero, M. Angeles
;
Pérez, Ana
14-Nov-2018
Modelling the Dynamics of Fuel and EU Allowance Prices during Phase 3 of the EU ETS
Carnero, M. Angeles
;
Olmo, Jose
;
Pascual, Lorenzo
2019
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
17-Jun-2023
Skewness in energy returns: Estimation, testing and implications for tail risk
Carnero, M. Angeles
;
León Valle, Ángel M.
;
Ñíguez, Trino-Manuel
25-Apr-2024
Time Banking and Social Capital Creation: a Transaction Data Analysis
Carnero, M. Angeles
;
Martínez, Blanca
;
Sánchez-Mangas, Rocío
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Author
3
Pérez, Ana
2
Ruiz, Esther
2
Sánchez-Mangas, Rocío
1
Bosch, Mariano
1
Eratalay, M. Hakan
.
Author -
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Subject
3
TGARCH
2
Community currency
2
Conditional heteroscedasticity
2
EGARCH
2
Financial markets
.
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Date issued
2
2020 - 2024
8
2012 - 2019
Document type
10
Article
Language
10
English
Center, unit or service
10
Universidad de Alicante. Departam...